Is it possible to transform mesh animation (Shape Keys) into group of object (like primitives)?
Luckily yes!
Activate the "Oscurart Tool" in the User Preferences under Add-ons / Categories-Object (and save the User Preferences, if you want to keep it activated). The Oscurart Tools Tab then shows up in the Toolbox. Select the Object (with shapes).
Open the Oscurart Tab, select Shapes and in the Shapes Tools Tab "Shapes To Objects".
That should do it for you.